SENSEX
Sensex
Historical option data for SENSEX
21 Nov 2024 02:10 PM IST
| SENSEX 22NOV2024 79900 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.01
Vega: 1.38
Theta: -19.46
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 77107.83 | 5.45 | -3.95 | 29.34 | 35,076 | 1,683 | 4,054 | |||
| 19 Nov | 77578.38 | 9.4 | 1.30 | 15.78 | 76,244 | 1,189 | 2,371 | |||
| 18 Nov | 77339.01 | 8.1 | -27.90 | 14.46 | 18,266 | 695 | 1,182 | |||
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| 14 Nov | 77580.31 | 36 | -74.00 | 11.88 | 2,144 | 50 | 487 | |||
| 13 Nov | 77690.95 | 110 | -112.50 | 14.22 | 907 | 296 | 437 | |||
| 12 Nov | 78675.18 | 222.5 | -301.00 | 11.39 | 671 | 122 | 141 | |||
| 11 Nov | 79496.15 | 523.5 | 523.50 | 10.92 | 68 | 19 | 19 | |||
| 8 Nov | 79486.32 | 0 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | ||||
For Sensex - strike price 79900 expiring on 22NOV2024
Delta for 79900 CE is 0.01
Historical price for 79900 CE is as follows
On 21 Nov SENSEX was trading at 77107.83. The strike last trading price was 5.45, which was -3.95 lower than the previous day. The implied volatity was 29.34, the open interest changed by 1683 which increased total open position to 4054
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 9.4, which was 1.30 higher than the previous day. The implied volatity was 15.78, the open interest changed by 1189 which increased total open position to 2371
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 8.1, which was -27.90 lower than the previous day. The implied volatity was 14.46, the open interest changed by 695 which increased total open position to 1182
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 36, which was -74.00 lower than the previous day. The implied volatity was 11.88, the open interest changed by 50 which increased total open position to 487
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 110, which was -112.50 lower than the previous day. The implied volatity was 14.22, the open interest changed by 296 which increased total open position to 437
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 222.5, which was -301.00 lower than the previous day. The implied volatity was 11.39, the open interest changed by 122 which increased total open position to 141
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 523.5, which was 523.50 higher than the previous day. The implied volatity was 10.92, the open interest changed by 19 which increased total open position to 19
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SENSEX was trading at 79724.12. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| SENSEX 22NOV2024 79900 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 77107.83 | 1140.85 | 0.00 | 0.00 | 0 | 0 | 37 |
| 19 Nov | 77578.38 | 1140.85 | 0.00 | 0.00 | 0 | 0 | 37 |
| 18 Nov | 77339.01 | 1140.85 | 0.00 | 0.00 | 0 | 0 | 37 |
| 14 Nov | 77580.31 | 1140.85 | 0.00 | 0.00 | 0 | 0 | 37 |
| 13 Nov | 77690.95 | 1140.85 | 0.00 | 0.00 | 0 | 0 | 37 |
| 12 Nov | 78675.18 | 1140.85 | 432.45 | 9.15 | 92 | 27 | 37 |
| 11 Nov | 79496.15 | 708.4 | 708.40 | 11.31 | 52 | 10 | 10 |
| 8 Nov | 79486.32 | 0 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 79724.12 | 0 | 0.00 | 0 | 0 | 0 | |
For Sensex - strike price 79900 expiring on 22NOV2024
Delta for 79900 PE is 0.00
Historical price for 79900 PE is as follows
On 21 Nov SENSEX was trading at 77107.83. The strike last trading price was 1140.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 37
On 19 Nov SENSEX was trading at 77578.38. The strike last trading price was 1140.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 37
On 18 Nov SENSEX was trading at 77339.01. The strike last trading price was 1140.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 37
On 14 Nov SENSEX was trading at 77580.31. The strike last trading price was 1140.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 37
On 13 Nov SENSEX was trading at 77690.95. The strike last trading price was 1140.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 37
On 12 Nov SENSEX was trading at 78675.18. The strike last trading price was 1140.85, which was 432.45 higher than the previous day. The implied volatity was 9.15, the open interest changed by 27 which increased total open position to 37
On 11 Nov SENSEX was trading at 79496.15. The strike last trading price was 708.4, which was 708.40 higher than the previous day. The implied volatity was 11.31, the open interest changed by 10 which increased total open position to 10
On 8 Nov SENSEX was trading at 79486.32. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov SENSEX was trading at 79724.12. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
